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A simple trinomial lattice app...
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Estimation
CAPM
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Theorie
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Theory
16,793
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14,847
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14,386
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8,536
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2,011
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1,636
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1,621
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46
Todorov, Viktor
25
Engle, Robert F.
24
Bali, Turan G.
20
Härdle, Wolfgang
20
Lucas, André
18
Bollerslev, Tim
17
Damodaran, Aswath
17
Ghysels, Eric
17
Cakici, Nusret
16
Hodrick, Robert J.
16
Jagannathan, Ravi
16
Prokopczuk, Marcel
16
Rosenberg, Joshua V.
16
Faff, Robert W.
15
Hollstein, Fabian
14
Jacobs, Kris
14
Craig, Ben R.
13
Guo, Hui
13
Pesaran, M. Hashem
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Scaillet, Olivier
13
Fabozzi, Frank J.
12
Hansen, Lars Peter
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Nitschka, Thomas
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Sehgal, Sanjay
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Vuolteenaho, Tuomo
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Campbell, John Y.
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Hedegaard, Esben
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Linton, Oliver
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Pierdzioch, Christian
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Schrimpf, Andreas
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Guidolin, Massimo
10
Hautsch, Nikolaus
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Long, Huaigang
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Madan, Dilip B.
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Federal Reserve Bank of Cleveland
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Centre for Economic Policy Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomiska forskningsinstitutet <Stockholm>
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Eric Cuvillier <Firma>
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Chicago / Center for Research in Security Prices
2
University of Hong Kong / School of Economics and Finance
2
Verlag Dr. Kovač
2
École des Hautes Études Commerciales <Lausanne>
2
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Cornell University / Department of Agricultural, Resource and Managerial Economics
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Deutsches Institut für Wirtschaftsforschung
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
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Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Harvard Institute of Economic Research
1
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1
Institut für Höhere Studien
1
International Center for Financial Asset Management and Engineering
1
International Finance Corporation / Economics Dept
1
Monash University
1
Nationalekonomiska Institutionen <Göteborg>
1
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Journal of financial economics
84
Journal of banking & finance
72
Journal of empirical finance
69
Journal of econometrics
67
Finance research letters
66
Working paper / National Bureau of Economic Research, Inc.
57
Applied economics
53
International review of financial analysis
51
NBER working paper series
49
The journal of futures markets
44
International review of economics & finance : IREF
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
The journal of finance : the journal of the American Finance Association
40
Economic modelling
37
Pacific-Basin finance journal
37
Journal of international financial markets, institutions & money
36
NBER Working Paper
36
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The North American journal of economics and finance : a journal of financial economics studies
34
The European journal of finance
33
Applied financial economics
32
Journal of international money and finance
31
Research paper series / Swiss Finance Institute
30
Economics letters
27
Working paper
27
Discussion paper / Tinbergen Institute
26
Journal of financial and quantitative analysis : JFQA
26
Review of quantitative finance and accounting
26
Discussion papers / CEPR
25
Discussion paper / Centre for Economic Policy Research
24
Research in international business and finance
23
The review of financial studies
23
Applied economics letters
22
Quantitative finance
22
Journal of risk and financial management : JRFM
21
CESifo working papers
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Finance and economics discussion series
18
International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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ECONIS (ZBW)
4,701
RePEc
3
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1
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
2
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
3
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
4
Market implied GDP
Ntantanis, Harris
;
Pohlman, Lawrence
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 636-646
Persistent link: https://www.econbiz.de/10012421089
Saved in:
5
Risk-neutral densities : advanced methods of estimating nonnormal options underlying asset prices and returns
Santos, André
;
Guerra, João
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 41-64
Persistent link: https://www.econbiz.de/10014335959
Saved in:
6
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
7
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
8
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
9
On volatility smile and an investment strategy with out-of-the-money calls
Talponen, Jarno
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
Saved in:
10
A taxonomy of risk-neutral distribution methods : theory and implementation
Gruber, Alfred
-
2003
Persistent link: https://www.econbiz.de/10001747356
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